+305.3%
APLD vs IJH
+58.2%
+247.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.5% |
| 7D | +2.7% | +2.3% | +0.4% | -2.1% |
| 30D | -21.4% | +2.1% | -23.5% | -23.7% |
| 3M | -47.8% | -5.7% | -42.2% | -39.2% |
| 6M | -64.9% | +1.4% | -66.3% | -64.4% |
| YTD | -34.9% | +12.6% | -47.5% | -44.5% |
| 1Y | -30.7% | +16.1% | -46.9% | -44.1% |
| 3Y | +305.3% | +57.8% | +247.5% | +83.2% |
| All | +305.3% | +58.2% | +247.2% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IJH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling